+541.2%
LITE vs WWD
+188.4%
+352.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | -13.9% | +0.4% | -14.3% | -13.4% |
| 30D | -46.9% | -0.4% | -46.5% | -46.5% |
| 3M | -28.0% | -6.1% | -21.9% | -24.3% |
| 6M | -35.2% | -9.5% | -25.7% | -31.6% |
| YTD | +58.9% | +10.8% | +48.1% | +47.5% |
| 1Y | +125.3% | +23.5% | +101.8% | +93.8% |
| 3Y | +1,344.4% | +151.3% | +1,193.2% | +740.0% |
| 5Y | +541.2% | +187.8% | +353.3% | +245.5% |
| All | +541.2% | +188.4% | +352.8% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling